QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
abcdinterpolation.hpp File Reference

Abcd interpolation interpolation between discrete points. More...

#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/abcd.hpp>
#include <ql/termstructures/volatility/abcdcalibration.hpp>
#include <utility>

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Classes

class  AbcdCoeffHolder
 
class  AbcdInterpolationImpl< I1, I2 >
 
class  AbcdInterpolation
 Abcd interpolation between discrete points. More...
 
class  Abcd
 Abcd interpolation factory and traits More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

Abcd interpolation interpolation between discrete points.

Definition in file abcdinterpolation.hpp.